+31,416.6%
AVGO vs EXR
+2,691.3%
+28,725.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -3.0% | -2.6% | -0.4% | -2.1% |
| 30D | -14.4% | -7.2% | -7.2% | -12.2% |
| 3M | -14.4% | -3.5% | -10.9% | -13.9% |
| 6M | +13.1% | -5.3% | +18.4% | +14.2% |
| YTD | +3.8% | +9.4% | -5.6% | -0.8% |
| 1Y | +17.8% | +1.3% | +16.5% | +15.3% |
| 3Y | +325.3% | +22.4% | +302.8% | +275.0% |
| 5Y | +689.9% | -12.2% | +702.2% | +679.4% |
| 10Y | +2,597.0% | +148.6% | +2,448.4% | +1,582.6% |
| All | +31,416.6% | +2,691.3% | +28,725.3% | +7,212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling